Suppose that the variables X1, , Xn form a random sample from a distribution for which the p d f or the p f is f (x ), where , and let denote the M L E of Suppose also that the statistic T is a sufficient statistic for , and let the estimator 0 be defined by the relation 0 E( T ) Compare the estimators and 0

Question: Suppose that the variables X1, . . . , Xn form a random sample from a distribution for which the p.d.f. or the p.f. is

Suppose that the variables X1, . . . , Xn form a random sample from a for which the p.d.f. or the p.f. is f (x|θ), where θ ∈ Ω, and let denote the M.L.E. of θ. Suppose also that the statistic T is a sufficient statistic for θ, and let the estimator δ0 be defined by the relation δ0 = E( |T ). Compare the estimator’s and δ0.

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